+27.8%
CI vs BBAI
-70.8%
+98.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | +1.3% | -4.3% | +5.6% | +1.3% |
| 30D | +4.4% | -3.6% | +8.1% | +4.4% |
| 3M | +0.7% | -38.8% | +39.4% | +0.6% |
| 6M | +0.3% | -23.8% | +24.1% | +0.3% |
| YTD | +3.8% | -45.9% | +49.7% | +3.8% |
| 1Y | -5.5% | -40.8% | +35.3% | -5.5% |
| 3Y | +8.1% | +69.8% | -61.7% | +7.7% |
| 5Y | +42.8% | -70.3% | +113.1% | +38.4% |
| All | +27.8% | -70.8% | +98.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling